Fixed incom risk modeling
Year of publication: |
2008
|
---|---|
Authors: | Breger, Ludovic ; Cheyette, Oren |
Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 137-151
|
Subject: | Theorie | Theory | Anleihe | Bond | Risikomanagement | Risk management | Zinsrisiko | Interest rate risk | Risiko | Risk |
-
Valuation and risk management of interest rate derivative securities
Leithner, Stephan, (1992)
-
Duration risk : do you know your numbers?
Kelley, Ann Galligan, (2017)
-
Fixed income securities : valuation, risk, and risk management
Veronesi, Pietro, (2010)
- More ...
-
Breger, Ludovic, (2006)
-
Breger, Ludovic, (2003)
-
FIXED INCOME MARKETS - Global Integration of Developed Credit Markets
Breger, Ludovic, (2005)
- More ...